I haven't done for many years, but I found that using proxy bidding services to buy from Yahoo.jp in the end is much more exspensive than eBay. You have to pay to ship the item from the seller to the proxy, then pay the proxies fees, then pay for shipping to you. The proxy never ships out of Japan using economy shipping, they never mark down the value of the package, so you always have to pay large import fees. As said in the end it's much cheaper to just buy on eBay.
Where you might use a proxy to buy on Yahoo.jp is for really obscure Japanese items, only things that never ever appear on eBay.
The best way to use Yahoo.jp is to have a friend in Japan to buy items for you. When they send it to you get them to mark the value of the package as $1, so no import fees, and use the cheapest method of shipping. This is what I did, but I couldn't buy very much as I didn't want to annoy my friend by buying tons of stuff. I just bought a few things I couldn't get on eBay.